0.16Open0.10Pre Close3 Volume2.14K Open Interest67.50Strike Price36.00Turnover22.51%IV11.59%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier31DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0599Delta0.0299Gamma605.80Leverage Ratio-0.0079Theta0.0030Rho36.29Eff Leverage0.0210Vega